+425.9%
CARR vs PDD
+149.2%
+276.8%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PDD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.4% | -0.5% | -1.9% |
| 7D | +0.6% | -4.4% | +5.1% | +0.9% |
| 30D | -8.7% | -15.5% | +6.8% | -7.7% |
| 3M | -18.4% | -4.1% | -14.3% | -18.2% |
| 6M | -0.6% | -23.4% | +22.8% | +1.0% |
| YTD | +10.9% | -30.7% | +41.6% | +13.4% |
| 1Y | -7.3% | -37.6% | +30.3% | -4.6% |
| 3Y | +2.9% | -17.5% | +20.4% | +2.4% |
| 5Y | +9.6% | -24.6% | +34.3% | +3.4% |
| All | +425.9% | +149.2% | +276.8% | +311.6% |
Cumulative growth
Daily Returns
Daily percentage return beside PDD.
Daily Out/Under-Performance
Portfolio return minus PDD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PDD return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded PDD wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling